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Add stoploss_value to strategy template

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Matthias 2020-12-20 10:13:47 +01:00
parent f8639fe938
commit 8574751a07
2 changed files with 53 additions and 26 deletions
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55
docs/strategy-advanced.md
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@ -8,6 +8,9 @@ If you're just getting started, please be familiar with the methods described in
!!! Note
All callback methods described below should only be implemented in a strategy if they are actually used.
!!! Tip
You can get a strategy template containing all below methods by running `freqtrade new-strategy --strategy MyAwesomeStrategy --template advanced`
## Custom stoploss
A stoploss can only ever move upwards - so if you set it to an absolute profit of 2%, you can never move it below this price.
@ -37,32 +40,6 @@ E.g. `current_profit = 0.05` (5% profit) - stoploss returns `0.02` - then you "l
The next section will show some examples on what's possible with the custom stoploss function.
Of course, many more things are possible, and all examples can be combined at will.
#### Absolute stoploss
The below example sets absolute profit levels based on the current profit.
* Use the regular stoploss until 20% profit is reached
* Once profit is > 40%, stoploss will be at 25%, locking in at least 25% of the profit.
* Once profit is > 25% - stoploss will be 15%.
* Once profit is > 20% - stoploss will be set to 7%.
``` python
custom_stoploss = True
def stoploss_value(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> float:
# TODO: Add full docstring here
# Calculate as `-desired_stop_from_open + current_profit` to get the distance between current_profit and initial price
if current_profit > 0.40:
return (-0.25 + current_profit)
if current_profit > 0.25:
return (-0.15 + current_profit)
if current_profit > 0.20:
return (-0.7 + current_profit)
return 1
```
#### Time based trailing stop
Use the initial stoploss for the first 60 minutes, after this change to 10% trailing stoploss, and after 2 hours (120 minutes) we use a 5% trailing stoploss.
@ -101,6 +78,32 @@ In this example, we'll trail the highest price with 10% trailing stoploss for `E
return -0.15
```
#### Absolute stoploss
The below example sets absolute profit levels based on the current profit.
* Use the regular stoploss until 20% profit is reached
* Once profit is > 40%, stoploss will be at 25%, locking in at least 25% of the profit.
* Once profit is > 25% - stoploss will be 15%.
* Once profit is > 20% - stoploss will be set to 7%.
``` python
custom_stoploss = True
def stoploss_value(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> float:
# TODO: Add full docstring here
# Calculate as `-desired_stop_from_open + current_profit` to get the distance between current_profit and initial price
if current_profit > 0.40:
return (-0.25 + current_profit)
if current_profit > 0.25:
return (-0.15 + current_profit)
if current_profit > 0.20:
return (-0.7 + current_profit)
return 1
```
---
## Custom order timeout rules

24
freqtrade/templates/subtemplates/strategy_methods_advanced.j2
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@ -12,6 +12,30 @@ def bot_loop_start(self, **kwargs) -> None:
"""
pass
custom_stoploss = True
def stoploss_value(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
current_profit: float, **kwargs) -> float:
"""
Custom stoploss logic, returning the new distance relative to current_rate (as ratio).
e.g. returning -0.05 would create a stoploss 5% below current_rate.
The custom stoploss can never be below self.stoploss, which serves as a hard maximum loss.
For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
When not implemented by a strategy, returns the initial stoploss value
Only called when custom_stoploss is set to True.
:param pair: Pair that's about to be sold.
:param trade: trade object.
:param current_time: datetime object, containing the current datetime
:param current_rate: Rate, calculated based on pricing settings in ask_strategy.
:param current_profit: Current profit (as ratio), calculated based on current_rate.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return float: New stoploss value, relative to the currentrate
"""
return self.stoploss
def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
time_in_force: str, **kwargs) -> bool:
"""